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BCM

BlueCrest Capital Management Portfolio holdings

AUM $1.69B
1-Year Est. Return 20.01%
This Fund
S&P 500
This Quarter Est. Return
-3.3%
1 Year Est. Return
+20.01%
3 Year Est. Return
+41.66%
5 Year Est. Return
+41.11%
10 Year Est. Return
+401.65%
AUM
$2.27B
AUM Growth
-$730M
Cap. Flow
-$763M
Cap. Flow %
-33.66%
Top 10 Hldgs %
45.42%
Holding
289
New
93
Increased
59
Reduced
43
Closed
65

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$110M
2
APO.PRA
Apollo Global Management Series A
APO.PRA
+$32.8M
3
MSFT icon
Microsoft
MSFT
+$32M
4
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$17.7M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$17.5M

Top Sells

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$48.2M
2
BKLN icon
Invesco Senior Loan ETF
BKLN
+$41.6M
3
GLD icon
SPDR Gold Trust
GLD
+$31.8M
4
BABA icon
Alibaba
BABA
+$31.5M
5
FLOT icon
iShares Floating Rate Bond ETF
FLOT
+$28.1M

Sector Composition

Rank Sector Weight
1 Communication Services 3.11%
2 Healthcare 1.92%
3 Technology 1.67%
4 Real Estate 1.48%
5 Financials 1.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STWD icon
251
PUT
Starwood Property Trust
STWD
$6.09B
– –
-40,000
Closed -$776K
TAP icon
252
PUT
Molson Coors Class B
TAP
$8.1B
– –
-51,700
Closed -$3.4M
TFC icon
253
PUT
Truist Financial
TFC
$64B
– –
-55,800
Closed -$1.69M
TUR icon
254
CALL
iShares MSCI Turkey ETF
TUR
$213M
– –
-200,000
Closed -$5.65M
USB icon
255
PUT
US Bancorp
USB
$99.6B
– –
-40,300
Closed -$1.33M
USMV icon
256
iShares MSCI USA Min Vol Factor ETF
USMV
$24.2B
– –
-648,845
Closed -$48.2M
VBR icon
257
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.9B
– –
-90,983
Closed -$15M
VCIT icon
258
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
– –
-106,670
Closed -$8.43M
VIG icon
259
Vanguard Dividend Appreciation ETF
VIG
$114B
– –
-5,452
Closed -$886K
VYM icon
260
Vanguard High Dividend Yield ETF
VYM
$82.8B
– –
-11,757
Closed -$1.25M
WOLF icon
261
PUT
Wolfspeed
WOLF
$1.71B
– –
-18,600
Closed -$1.03M
XLF icon
262
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
– –
-50,000
Closed -$1.69M
XLI icon
263
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
– –
-56,365
Closed -$6.05M
XME icon
264
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
– –
-30,693
Closed -$1.56M
XMLV icon
265
Invesco S&P MidCap Low Volatility ETF
XMLV
$748M
– –
-44,568
Closed -$2.31M
PARAP
266
DELISTED
Paramount Global 5.75% Series A Mandatory Convertible Preferred Stock
PARAP
– –
-87,533
Closed -$1.98M
SABRP
267
DELISTED
Sabre Corporation 6.50% Series A Mandatory Convertible Preferred Stock
SABRP
– –
-35,944
Closed -$1.69M
PCGU
268
DELISTED
PG&E Corporation
PCGU
– –
-93,500
Closed -$14M
ATVI
269
CALL
DELISTED
Activision Blizzard
ATVI
– –
-150,000
Closed -$12.6M
IIVI
270
DELISTED
Coherent Corp. 6.00% Series A Mandatory Convertible Preferred Stock
IIVI
– –
-32,032
Closed -$7.27M
7 8 9 10
11

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BlueCrest Capital Management's Q3 2023 Portfolio in Review

As of Q3 2023, BlueCrest Capital Management held 289 positions worth $2.27B, down 24% from $3B the previous quarter. Its ten largest holdings account for 45% of the portfolio.

BlueCrest Capital Management withdrew a net $763M in Q3 2023, closing 65 positions and reducing 43 holdings. Its most notable exit was iShares MSCI USA Min Vol Factor ETF, an estimated $48.2M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 3.1% of assets, up from 2.7% a quarter earlier, followed by Healthcare and Technology.

Against the trend, BlueCrest Capital Management opened a new position in iShares China Large-Cap ETF worth $106M.

  • BlueCrest Capital Management's largest Q3 2023 buy was iShares China Large-Cap ETF: 4,000,000 shares worth $106M.
  • BlueCrest Capital Management added most to RTX Corp in Q3 2023, an estimated $5.15M increase.
  • BlueCrest Capital Management's biggest Q3 2023 reduction was Invesco Senior Loan ETF, cutting an estimated $41.6M.
  • BlueCrest Capital Management fully exited iShares MSCI USA Min Vol Factor ETF in Q3 2023, selling an estimated $48.2M.
  • BlueCrest Capital Management's ten largest holdings make up 45% of its $2.27B portfolio in Q3 2023.
  • BlueCrest Capital Management opened 93 new positions and closed 65 in Q3 2023.
  • BlueCrest Capital Management's portfolio value fell 24% quarter-over-quarter to $2.27B.

Based on BlueCrest Capital Management's 13F filing for Q3 2023, filed 14 Nov 2023.